Publication detail

Does parameterization affect the complexity of agent-based models?

Author(s): prof. PhDr. Ladislav Krištoufek Ph.D.,
PhDr. Jiří Kukačka Ph.D.,
Type: Articles in journals with impact factor
Year: 2021
Number: 0
ISSN / ISBN:
Published in: forthcoming in the Journal of Economic Behavior & Organization, DOI
Publishing place:
Keywords: financial agent-based models, parameterization, complex systems, multifractal sensitivity analysis, detrended fluctuation analysis
JEL codes: C13, C22, C63, D84, G02, G17
Suggested Citation:
Grants: PRIMUS/19/HUM/17 2019-2021 Behavioral finance and macroeconomics: New insights for the mainstream
Abstract:

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